+1,197.0%
VST vs OKE
+249.8%
+947.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +1.5% | +4.6% | -3.1% | -0.4% |
| 3M | +6.3% | +6.9% | -0.7% | +3.0% |
| 6M | -10.3% | +15.8% | -26.1% | -16.5% |
| YTD | -8.6% | +35.2% | -43.8% | -20.7% |
| 1Y | -29.3% | +37.6% | -66.9% | -39.5% |
| 3Y | +344.9% | +72.0% | +272.9% | +263.0% |
| 5Y | +774.8% | +139.0% | +635.9% | +529.3% |
| All | +1,197.0% | +249.8% | +947.2% | +639.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling